Preheat your oven to 400°F (200°C).
In a 9x13-inch baking dish, drizzle the olive oil and spread the cherry tomatoes evenly across the bottom.
Crumble the feta cheese over the tomatoes, then sprinkle the dried oregano, salt, and pepper on top.
Using a spoon, create 8 small wells in the feta and tomato mixture.
Crack one egg into each well, being careful not to break the yolks.
Season the eggs with a little more salt and pepper.
Bake in the preheated oven for 20-25 minutes, or until the egg whites are set but the yolks are still slightly runny.
Remove from the oven and let cool for a few minutes. Garnish with fresh basil or parsley if desired, then serve warm.